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Approximations of variances and covariances for order statistics from the standard extreme value distribution

PirouziFard, MirNabi LU and Holmquist, Björn LU (2008) In Communications in Statistics: Simulation and Computation 37(8). p.1500-1506
Abstract
We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
for order statistics, variances and covariances, extreme value distribution, order statistics
in
Communications in Statistics: Simulation and Computation
volume
37
issue
8
pages
1500 - 1506
publisher
Taylor & Francis
external identifiers
  • wos:000259365500002
  • scopus:52649157658
ISSN
0361-0918
DOI
10.1080/03610910802244059
language
English
LU publication?
yes
id
0804cbf5-8a38-4571-b9cd-3e1bfae5c4ea (old id 1241506)
date added to LUP
2009-01-22 12:34:27
date last changed
2017-01-01 06:01:34
@article{0804cbf5-8a38-4571-b9cd-3e1bfae5c4ea,
  abstract     = {We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations.},
  author       = {PirouziFard, MirNabi and Holmquist, Björn},
  issn         = {0361-0918},
  keyword      = {for order statistics,variances and covariances,extreme value distribution,order statistics},
  language     = {eng},
  number       = {8},
  pages        = {1500--1506},
  publisher    = {Taylor & Francis},
  series       = {Communications in Statistics: Simulation and Computation},
  title        = {Approximations of variances and covariances for order statistics from the standard extreme value distribution},
  url          = {http://dx.doi.org/10.1080/03610910802244059},
  volume       = {37},
  year         = {2008},
}